CHFN Options History — April 2018 In April 2018, CHFN traded between $20.93 and $23.48. ATM implied volatility averaged 116.4%, placing in the 49.5% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 90.0% (HV 20d: 26.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.45.
Notable Days 2018-04-02 : Highest Volume — 16 contracts2018-04-11 : Largest IV drop — 46.1% change2018-04-02 : Highest IV Rank — 70.4%2018-04-02 : Largest Expected Move — 40.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.97 $20.93 $23.48 $20.93 $23.36 ATM IV 116.4% 93.3% 173.6% 139.7% 124.3% Expected Move 30.2% 24.3% 40.1% 40.1% 35.6% HV 20d 26.4% 21.6% 33.2% 22.2% 33.0% HV 60d 27.0% 25.3% 29.9% 25.4% 29.4% IV Rank 49.5% 37.0% 70.4% 70.4% 61.0% IV Percentile 28.9% 7.5% 71.8% 71.8% 54.8% Term Structure -28.9% -48.1% -2.6% -46.7% -42.9% Skew 25d -1.3% -89.2% 5.9% -19.0% 5.3% Skew 10d 34.1% 10.8% 46.3% 42.9% 38.3% Call IV 25d 144.9% 115.2% 173.3% 172.5% 168.2% Put IV 25d 143.7% 84.1% 173.5% 153.4% 173.5% Bid-Ask Spread % 159.57 157.54 162.53 159.91 157.67 Gamma HHI 0.61 0.53 1.00 0.57 0.61 Net GEX 462 381 579 524 385 Net DEX -44.9K -52.3K -39.2K -39.2K -51.8K Net VEX -78 -91 -64 -91 -65 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.45 0.45 0.45 0.45 Total Volume 16 16 16 16 16 Total OI 33 33 33 33 33
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-04-02 $20.93 $0.00 139.7% 40.1% 22.2% 70.4% 0.0% -19.0% -46.7% 524 -39.2K -91 0.45 159.91 N/A N/A 11 5 28 5 2018-04-03 $21.20 $0.00 104.3% 29.9% 22.5% 48.9% 0.0% -89.2% -47.5% 523 -42.5K -85 0.45 159.63 N/A N/A 11 5 28 5 2018-04-04 $21.76 $0.00 136.8% 39.2% 23.9% 68.6% 0.0% 1.4% -40.5% 572 -43.5K -78 0.45 159.72 N/A N/A 11 5 28 5 2018-04-05 $21.92 $0.00 140.8% 24.3% 22.9% 37.0% 0.0% 4.5% -10.8% 449 -45.2K -87 0.45 157.54 N/A N/A 11 5 28 5 2018-04-06 $21.54 $0.00 146.8% 24.8% 24.1% 38.1% 0.0% 3.7% -4.2% 579 -42.3K -81 0.45 157.88 N/A N/A 11 5 28 5 2018-04-09 $21.19 $0.00 129.7% 27.0% 24.4% 42.7% 0.0% 3.4% -48.1% 477 -41.0K -87 0.45 159.43 N/A N/A 11 5 28 5 2018-04-10 $21.57 $0.00 173.6% 26.7% 25.1% 42.1% 0.0% 3.4% -22.3% 572 -42.7K -75 0.45 159.16 N/A N/A 11 5 28 5 2018-04-11 $21.67 $0.00 93.5% 26.8% 25.1% 42.3% 0.0% 3.9% -24.2% 417 -42.7K -89 0.45 160.62 N/A N/A 11 5 28 5 2018-04-12 $21.86 $0.00 93.3% 26.7% 24.8% 42.2% 0.0% 4.4% -23.8% 476 -46.2K -77 0.45 161.17 N/A N/A 11 5 28 5 2018-04-13 $21.49 $0.00 98.9% 28.3% 24.4% 45.6% 0.0% 3.0% -31.2% 506 -44.4K -76 0.45 157.85 N/A N/A 11 5 28 5 2018-04-16 $21.66 $0.00 96.9% 27.8% 23.6% 44.4% 0.0% 4.7% -28.6% 433 -43.0K -83 0.45 161.09 N/A N/A 11 5 28 5 2018-04-17 $21.55 $0.00 100.4% 28.8% 23.5% 46.5% 0.0% 3.4% -2.6% 423 -42.9K -64 0.45 158.65 N/A N/A 11 5 28 5 2018-04-18 $21.63 $0.00 101.8% 29.2% 21.6% 47.3% 0.0% 4.0% -9.1% 576 -43.0K -70 0.45 160.24 N/A N/A 11 5 28 5 2018-04-19 $22.70 $0.00 99.6% 28.6% 26.8% 46.0% 0.0% 5.2% -27.2% 406 -48.3K -77 0.45 159.07 N/A N/A 11 5 28 5 2018-04-20 $22.69 $0.00 101.4% 29.1% 26.7% 47.1% 0.0% 5.3% -29.4% 407 -48.2K -76 0.45 160.64 N/A N/A 11 5 28 5 2018-04-23 $21.74 $0.00 109.4% 31.4% 30.9% 52.0% 0.0% 5.7% -31.8% 399 -42.4K -82 0.45 160.38 N/A N/A 11 5 28 5 2018-04-24 $21.71 $0.00 113.5% 32.5% 30.9% 54.5% 0.0% 4.5% -28.2% 385 -43.6K -78 0.45 157.82 N/A N/A 11 5 28 5 2018-04-25 $22.53 $0.00 112.3% 32.2% 32.2% 53.7% 0.0% 5.9% -37.1% 410 -47.3K -76 0.45 162.53 N/A N/A 11 5 28 5 2018-04-26 $23.17 $0.00 113.0% 32.4% 33.1% 54.1% 0.0% 5.0% -35.8% 392 -50.8K -71 0.45 159.94 N/A N/A 11 5 28 5 2018-04-27 $23.48 $0.00 114.7% 32.9% 33.2% 55.2% 0.0% 5.1% -36.0% 381 -52.3K -68 0.45 159.94 N/A N/A 11 5 28 5 2018-04-30 $23.36 $0.00 124.3% 35.6% 33.0% 61.0% 0.0% 5.3% -42.9% 385 -51.8K -65 0.45 157.67 N/A N/A 11 5 28 5
« Mar 2018 | All History | May 2018 » Home CHFN History April 2018